-20.3%
IREN vs QBTS
-0.1%
-20.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.6% | +1.1% | -5.1% |
| 7D | +8.0% | +8.7% | -0.7% | +6.6% |
| 30D | -44.0% | -26.5% | -17.6% | -40.2% |
| 3M | -55.4% | -52.6% | -2.8% | -48.5% |
| 6M | -65.6% | -56.0% | -9.6% | -59.9% |
| YTD | -48.4% | -62.4% | +13.9% | -38.6% |
| 1Y | -65.0% | -62.7% | -2.3% | -58.4% |
| 3Y | +558.1% | +1,266.7% | -708.6% | +356.2% |
| All | -20.3% | -0.1% | -20.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling